On discrete-time Riccati-like matrix difference equations with random coefficients

DOI10.1080/00207728308926465zbMath0518.93066OpenAlexW1986512951MaRDI QIDQ3669285

H. V. Panossian, Cornelius T. Leondes

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926465

zbMATH Keywords

randomly varying parametersRiccati-like matrix difference equationstochastic discrete-time state-space linear system

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Additive difference equations (39A10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Constant feedback stabilization of discrete-time systems with random-coefficients† ⋮ Optimal, stabilizing control of a stochastic system driven by randomly correlated noise ⋮ Reduced-order control of systems disturbed by randomly correlated noise sequences ⋮ Stochastic optimal linear feedback control systems using available measurements ⋮ Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems

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